Not just change tracking but Change Data Capture (or something like it)!! Built-in data change capture can help in a multitude of situations - auditing, mobile, as well as data warehouses and data sync between multiple application databases. Having to build triggers and custom processes is tedious.

@GuyHancock Isn't the answer to your question already tracked in the SQL team's user story database for when you first introduced the feature to SQL? Heck, you can read your own marketing materials to understand the value and power of this feature. We just want to see it brought to Azure, right?

Maybe I'm missing something. Does the SQL Azure planning team feel like something about SQL Azure makes this feature less valuable or simply unnecessary?

I too am shafted by the lack of SQL Change Tracking support; this is such a vital feature with respect to efficient mobile client synchronization, that I can't believe it has been dropped. Grand openin', grand closin'.

I'd greatly need this feature too. I was actually surprised is not yet supported by Azure Database.
The article referred below is not really a solution for change tracking, as it only allows basic auditing of when a row was created, when was last updated and when was deleted (which anyway most experience software engineers enable when creating database tables). What I need is the change tracking feature from sql server, where modifications to the data can be tracked automatically. And just as Jason said, I'd be happy to pay extra for this feature.